Does the Rest of the Day Predict NQ’s Last 30 Minutes?
A Journal of Financial Economics paper finds that the day so far predicts the final half-hour of Nasdaq-100 futures. The effect is real but explains under 4%.
#gamma-hedging
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1 articles
A Journal of Financial Economics paper finds that the day so far predicts the final half-hour of Nasdaq-100 futures. The effect is real but explains under 4%.